+5,555.9%
DKS vs CHD
+2,170.2%
+3,385.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.8% | -4.1% |
| 7D | -0.4% | -2.9% | +2.5% | +0.7% |
| 30D | -36.6% | -6.2% | -30.4% | -35.1% |
| 3M | -37.6% | +1.6% | -39.2% | -38.0% |
| 6M | -32.1% | -3.5% | -28.5% | -31.5% |
| YTD | -32.3% | +16.2% | -48.5% | -36.4% |
| 1Y | -39.5% | +3.4% | -42.9% | -40.8% |
| 3Y | +27.7% | +4.6% | +23.1% | +21.9% |
| 5Y | +15.0% | +21.1% | -6.1% | +1.8% |
| 10Y | +192.6% | +126.5% | +66.1% | +85.3% |
| All | +5,555.9% | +2,170.2% | +3,385.7% | +1,417.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling